| Publication | Date of Publication | Type |
|---|
Quadratic programming with computer programs
Advances in Applied Mathematics (Boca Raton) | 2016-11-09 | Paper |
An algorithm for portfolio optimization with transaction costs
Management Science | 2012-02-21 | Paper |
Degeneracy resolution for bilinear utility functions
Journal of Optimization Theory and Applications | 2011-11-25 | Paper |
| Portfolio optimization. With CD-ROM. | 2010-03-22 | Paper |
An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis
Journal of Optimization Theory and Applications | 2008-05-05 | Paper |
An algorithm for portfolio optimization with variable transaction costs. I: Theory
Journal of Optimization Theory and Applications | 2008-05-05 | Paper |
Quadratic programming with transaction costs
Computers & Operations Research | 2007-10-10 | Paper |
The efficient frontier for bounded assets
Mathematical Methods of Operations Research | 2003-08-07 | Paper |
Portfolio selection and transactions costs
Computational Optimization and Applications | 2003-04-27 | Paper |
Minimizing Separable Convex Functions Subject to Simple Chain Constraints
SIAM Journal on Optimization | 2000-10-19 | Paper |
| scientific article; zbMATH DE number 1215253 (Why is no real title available?) | 1998-10-26 | Paper |
An \(O(n^ 2)\) active set method for solving a certain parametric quadratic program
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Sensitivity Analysis for Mean-Variance Portfolio Problems
Management Science | 1991-01-01 | Paper |
Active set algorithms for isotonic regression; a unifying framework
Mathematical Programming. Series A. Series B | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 3920182 (Why is no real title available?) | 1985-01-01 | Paper |
The simplex method and unrestricted variables
Journal of Optimization Theory and Applications | 1985-01-01 | Paper |
Equivalence of some quadratic programming algorithms
Mathematical Programming | 1984-01-01 | Paper |
A method to increase the computational efficiency of certain quadratic programming algorithms
Mathematical Programming | 1983-01-01 | Paper |
A globally and quadratically convergent algorithm for general nonlinear programming problems
Computing | 1981-01-01 | Paper |
The projection method of optimization applied to engineering plasticity problems
Journal of Optimization Theory and Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3726102 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3739080 (Why is no real title available?) | 1978-01-01 | Paper |
A quasi-Newton method can be obtained from a method of conjugate directions
Mathematical Programming | 1978-01-01 | Paper |
| A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3545365 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3555340 (Why is no real title available?) | 1976-01-01 | Paper |
An accelerated conjugate direction method to solve linearly constrained minimization problems
Journal of Computer and System Sciences | 1975-01-01 | Paper |
A method to accelerate the rate of convergence of a class of optimization algorithms
Mathematical Programming | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3542192 (Why is no real title available?) | 1975-01-01 | Paper |
